Multi-period loan interest rate Nash model with Basel II solvency constraint (Q2097313)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period loan interest rate Nash model with Basel II solvency constraint |
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Multi-period loan interest rate Nash model with Basel II solvency constraint (English)
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11 November 2022
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Nash equilibrium model
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one factor KMV/riskmetrics model
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Basel II solvency constraint
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credit rating
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loan interest rate
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